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  • Lec 7

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    An SOCP involves minimizing a quadratic objective subject to second-order cone constraints, such as kxk2#t. It is considered a cone program because it involves second-order cones. Every linear program is a special case of an SOCP, but not vice versa. The Schur complement theorem can be used to write an SOCP constraint as a semidefinite programming constraint.

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    An SOCP involves minimizing a quadratic objective subject to second-order cone constraints, such as kxk2#t. It is considered a cone program because it involves second-order cones. Every linear program is a special case of an SOCP, but not vice versa. The Schur complement theorem can be used to write an SOCP constraint as a semidefinite programming constraint.

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    5 views1 page

    Lec 7

    Uploaded by

    xahmed29
    An SOCP involves minimizing a quadratic objective subject to second-order cone constraints, such as kxk2#t. It is considered a cone program because it involves second-order cones. Every linear program is a special case of an SOCP, but not vice versa. The Schur complement theorem can be used to write an SOCP constraint as a semidefinite programming constraint.

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    © All Rights Reserved
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    Question: What is the form of a second-order cone program (SOCP)?

    Answer: a) min xcTx, subject to Ax=b


    Options:
    a) min xcTx, subject to Ax=b
    b) min xcTx, subject to Dx#d
    c) min xcTx, subject to 2xTQx#t
    d) min xcTx, subject to kxk2#t

    Question: Why is a second-order cone program considered a cone program?


    Answer: a) Because it involves second-order cones
    Options:
    a) Because it involves second-order cones
    b) Because it involves linear programming
    c) Because it involves semidefinite programming
    d) Because it involves quadratic programming

    Question: Which of the following statements is true?


    Answer: c) Every LP is an SOCP
    Options:
    a) Every SOCP is an LP
    b) Every SOCP is an SDP
    c) Every LP is an SOCP
    d) Every SDP is an SOCP

    Question: How can an SOCP constraint be written as an SDP constraint?


    Answer: a) By using the Schur complement theorem
    Options:
    a) By using the Schur complement theorem
    b) By using the hierarchy of optimization problems
    c) By rewriting the constraint in quadratic form
    d) By converting the constraint to a linear equation

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